-68.4%
U vs CAPR
+142.6%
-211.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.9% | +5.4% |
| 7D | +36.6% | +41.1% | -4.5% | +35.4% |
| 30D | +13.3% | +11.1% | +2.2% | +12.9% |
| 3M | +26.2% | +115.3% | -89.1% | +22.9% |
| 6M | +88.7% | -73.8% | +162.6% | +91.3% |
| YTD | +16.6% | -68.8% | +85.4% | +17.3% |
| 1Y | +29.0% | +43.3% | -14.4% | +15.4% |
| 3Y | +99.5% | +214.7% | -115.2% | +28.9% |
| All | -68.4% | +142.6% | -211.0% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling